+103.9%
MTSI vs SCHG
+16.6%
+87.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +4.7% |
| 7D | +1.4% | -0.7% | +2.1% | +2.3% |
| 30D | +2.1% | +0.2% | +1.9% | +1.6% |
| 3M | -29.7% | +2.2% | -32.0% | -31.5% |
| 6M | +12.5% | +15.0% | -2.5% | -6.8% |
| YTD | +57.0% | +9.2% | +47.9% | +40.0% |
| 1Y | +103.9% | +15.7% | +88.2% | +71.4% |
| All | +103.9% | +16.6% | +87.3% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling